You should be able to just doulbe click the video screen and a menu will popup. On this menu is a back button.
The only thing I can think that would cause video to randomly load is if you have speech enabled and listening while playing music. This can sometimes make the program do random things because it thinks it hears commands. That is what the disable/enable speech button is for on the main gui. You want to keep it off unless you are using it. If you aren't using speech then I am not sure what could cause that.